How can I copy all selected Keyframes?
Instead of copy and paste, have you tried duplicate shiftD and drag, (or type in the number of frames) to the required position?

You will find that copy is applied to the selected object/s (or in pose mode the selected bones) As shown in your example Finger-2_L is selected, the highlighting across the whole line indicates this, and therefore that bone has the only copied keyframes.

Duplicate however will duplicate all selected keyframes (all the diamonds highlighted in yellow) which is the action you want in this case.